Thanks Glenn, your comment inspired me to tinker further with it. It appears if you go to Print (select print to Adobe PDF) > Page Setup and explicitly set drawing to "color / grayscale" instead of "automatic" it will print the annotations in color. They are also not underneath the contour lines as they are when you do a "save as" PDF. Odd that the automatic selection doesn't work, I guess whatever triggers the driver to use color is not working properly so I have to explicitly select it.